ATRfuture <- function(TS, n=10, ATRn=20) {
  # we are using a lagged ATR since we analysis entry=o1
  ATR <- lag(ATR(cbind(Hi(TS), Lo(TS), Cl(TS)), n=ATRn)[,"atr"], k=1)
  
  for (i in 1:n) {
    if (i==1) {
      TB <- cbind((Hi(TS)-Op(TS))/ATR, (Lo(TS)-Op(TS))/ATR)
    } else {
      TB <- cbind(TB, 
                  (lag(runMax(Hi(TS), n=i), k=(i-1)*(-1))- Op(TS)) / ATR,
                  (lag(runMin(Lo(TS), n=i), k=(i-1)*(-1))- Op(TS)) / ATR)    
    }
  }
  colnames(TB) <- paste0(rep(c("h","l"), n), rep(1:n, each=2))
  return(TB)
}